ARTICLE
ABSTRACT
One of the basic variables used in the process of tariff calculation of premiums in motor liability insurance is the age of the insured. In this type of insurance offered by insurers operating on the Polish market, this variable is taken into account in the ratemaking by discounts and increases in assigned premium, known as the net premiums rates. The aim of this work is to propose a method of rate estimation of net premiums in the groups of the motor third liability insurance portfolio of individuals created by the age of the insured. For the premium estimation, one of the maximum likelihood models, called the Bűhlmann-Straub model, was used
KEYWORDS
a posteriori ratemaking, credibility theory, premium for a group of insurance contracts, motor third liability insurance
REFERENCES
BÜHLMANN, H., (1967). Experience Rating and Credibility, ASTIN Bulletin, 4 (3), pp. 199–207.
BÜHLMANN, H., STRAUB, E., (1970). Glaubwürdigkeit für Schadensätze, Mitteilungen der Vereiningung scheizerischer Vesicherungsmathematiker, 1970, pp. 111–133.
DAYKIN, C. D., PENTIÄINEN, T., PESONEN, M., (1994). Practical Risk Theory for Actuaries, Chapman & Hall, London.
DENUIT, M., MARECHAL, X., PITREBOIS, S., WALHIN, J. F., (2007). Actuarial Modelling of Claim Counts. Risk classification, Credibility and Bonus-Malus Systems, J. Wiley & Sons, England.
JASIULEWICZ, H., (2005). Teoria zaufania. Modele aktuarialne, Wydawnictwo AE im. Oskara Langego we Wrocławiu, Wrocław.
KAAS, R., GOOVAERTS, M., DHAENE, J., DENUIT, M., (2001). Modern Actuarial Risk Theory, Kluwer, Boston.
KRZYŚKO, M., (1996). Statystyka Matematyczna, Wydawnictwo Naukowe UAM, Poznań.
KOWALCZYK, P., POPRAWSKA, E., RONKA-CHMIELOWIEC, W., (2006). Metody aktuarialne, PWN, Warszawa.
LEMAIRE, J., (1995). Bonus-Malus Systems in Automobile Insurance, Kluwer, Boston.
OSTASIEWICZ, W., (red.), (2000). Modele Aktuarialne, Wydawnictwo Akademii Ekonomicznej im. O. Langego we Wrocławiu, Wrocław.
SZYMAŃSKA, A., (2014). Statystyczna analiza systemów bonus-malus w ubezpieczeniach komunikacyjnych, Wydawnictwo UŁ, Łódź
